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Activity Number: 385
Type: Roundtables
Date/Time: Tuesday, August 11, 2015 : 12:30 PM to 1:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #314931
Title: Bayes and Big Data
Author(s): Steven Scott*
Companies: Google
Keywords: Consensus Monte Carlo ; MapReduce ; Hadoop ; Divide and Recombine
Abstract:

The attributes that made Bayesian statistics so successful over the last two decades---including superior forecasts from model averaging, coherent representation of uncertainty, and borrowing information from disparate sources---are still powerful ideas in today's world of Big Data. The only real challenges are computational: Truly Big Data live on multiple machines, and communicating between those machines can be prohibitively expensive. Let discussion lead where it may, but we can cover the consensus Monte Carlo algorithm as a default topic: http://research.google.com/pubs/pub41849.html.

Authors who are presenting talks have a * after their name.

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